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Handbook of Financial Econometrics and Statistics
Estimating the Correlation of Asset Returns: A Quantile Dependence Perspective
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Most cited references25
- Record: found
- Abstract: not found
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Regression Quantiles
Roger Koenker, Gilbert Bassett (1978)
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Dynamic Conditional Correlation
Robert F. Engle (2002)
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- Abstract: not found
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Extreme Correlation of International Equity Markets
François Longin, Bruno Solnik (2001)